From c60905e9e7f992a7f8c79c3812e92a44b2d606f5 Mon Sep 17 00:00:00 2001
From: "Somhairle H. Marisol" <muqiu-han@outlook.com>
Date: Sun, 20 Sep 2026 22:59:00 +0800
Subject: feat(core): 建立 fund-lab 可运行基线
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[变更性质]
- 本提交冻结当前可构建、可测试的应用基线，不包含 PostgreSQL 持久化。

[新增功能]
- 建立 F# Domain、API、Worker、Web 及测试项目。
- 增加 Bearer 认证、健康检查、账本领域模型和中文空状态页面。

[实现方案]
- 使用环境变量模板注入认证配置，并排除数据、凭证和构建产物。
- 保留 19 个 Domain 测试和 5 个 API 测试作为后续变更基准。

[影响范围]
- 为后续 3a PostgreSQL FOF 创建/读取切片提供可回滚基线。
- 当前仍不接入真实基金数据、真实交易或数据库。
---
 src/FundLab.Domain/Performance.fs | 51 +++++++++++++++++++++++++++++++++++++++
 1 file changed, 51 insertions(+)
 create mode 100644 src/FundLab.Domain/Performance.fs

(limited to 'src/FundLab.Domain/Performance.fs')

diff --git a/src/FundLab.Domain/Performance.fs b/src/FundLab.Domain/Performance.fs
new file mode 100644
index 0000000..b1c51db
--- /dev/null
+++ b/src/FundLab.Domain/Performance.fs
@@ -0,0 +1,51 @@
+namespace FundLab.Domain
+
+open System
+
+type PerformanceObservation =
+    {
+        At: DateTimeOffset
+        NetAssets: decimal
+        ExternalCashFlow: decimal
+    }
+
+type PerformanceError =
+    | InvalidObservation of string
+
+module Performance =
+    let timeWeightedReturn observations =
+        let validate observation previousAt =
+            if observation.NetAssets < 0m then
+                Error(InvalidObservation "net assets cannot be negative")
+            elif previousAt |> Option.exists (fun at -> observation.At <= at) then
+                Error(InvalidObservation "observations must be strictly ordered")
+            else
+                Ok()
+
+        match observations with
+        | [] -> Ok 0m
+        | first :: rest ->
+            validate first None
+            |> Result.bind (fun () ->
+                if first.NetAssets <= 0m then
+                    Error(InvalidObservation "first net assets must be positive")
+                else
+                    rest
+                    |> List.fold
+                        (fun result observation ->
+                            result
+                            |> Result.bind (fun (previous, linkedReturn) ->
+                                validate observation (Some previous.At)
+                                |> Result.bind (fun () ->
+                                    let endingAssetsBeforeFlow = observation.NetAssets - observation.ExternalCashFlow
+
+                                    if endingAssetsBeforeFlow < 0m then
+                                        Error(InvalidObservation "external cash flow exceeds ending net assets")
+                                    elif previous.NetAssets <= 0m then
+                                        Error(InvalidObservation "period start net assets must be positive")
+                                    else
+                                        let periodReturn = endingAssetsBeforeFlow / previous.NetAssets
+                                        Ok(observation, linkedReturn * periodReturn)))
+                        )
+                        (Ok(first, 1m))
+                    |> Result.map (fun (_, linkedReturn) -> linkedReturn - 1m))
-- 
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